Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,215.5 |
7,224.0 |
8.5 |
0.1% |
6,963.0 |
High |
7,262.5 |
7,261.0 |
-1.5 |
0.0% |
7,213.5 |
Low |
7,175.5 |
7,192.5 |
17.0 |
0.2% |
6,885.0 |
Close |
7,236.5 |
7,200.5 |
-36.0 |
-0.5% |
7,198.5 |
Range |
87.0 |
68.5 |
-18.5 |
-21.3% |
328.5 |
ATR |
110.9 |
107.8 |
-3.0 |
-2.7% |
0.0 |
Volume |
134,508 |
134,223 |
-285 |
-0.2% |
595,154 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,423.5 |
7,380.5 |
7,238.2 |
|
R3 |
7,355.0 |
7,312.0 |
7,219.3 |
|
R2 |
7,286.5 |
7,286.5 |
7,213.1 |
|
R1 |
7,243.5 |
7,243.5 |
7,206.8 |
7,230.8 |
PP |
7,218.0 |
7,218.0 |
7,218.0 |
7,211.6 |
S1 |
7,175.0 |
7,175.0 |
7,194.2 |
7,162.3 |
S2 |
7,149.5 |
7,149.5 |
7,187.9 |
|
S3 |
7,081.0 |
7,106.5 |
7,181.7 |
|
S4 |
7,012.5 |
7,038.0 |
7,162.8 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,084.5 |
7,970.0 |
7,379.2 |
|
R3 |
7,756.0 |
7,641.5 |
7,288.8 |
|
R2 |
7,427.5 |
7,427.5 |
7,258.7 |
|
R1 |
7,313.0 |
7,313.0 |
7,228.6 |
7,370.3 |
PP |
7,099.0 |
7,099.0 |
7,099.0 |
7,127.6 |
S1 |
6,984.5 |
6,984.5 |
7,168.4 |
7,041.8 |
S2 |
6,770.5 |
6,770.5 |
7,138.3 |
|
S3 |
6,442.0 |
6,656.0 |
7,108.2 |
|
S4 |
6,113.5 |
6,327.5 |
7,017.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,262.5 |
7,090.5 |
172.0 |
2.4% |
77.1 |
1.1% |
64% |
False |
False |
116,572 |
10 |
7,262.5 |
6,885.0 |
377.5 |
5.2% |
73.6 |
1.0% |
84% |
False |
False |
117,057 |
20 |
7,262.5 |
6,436.0 |
826.5 |
11.5% |
110.7 |
1.5% |
92% |
False |
False |
120,102 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
106.6 |
1.5% |
74% |
False |
False |
61,736 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
93.2 |
1.3% |
74% |
False |
False |
41,310 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
86.9 |
1.2% |
74% |
False |
False |
31,321 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
85.6 |
1.2% |
74% |
False |
False |
25,215 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
81.4 |
1.1% |
74% |
False |
False |
21,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,552.1 |
2.618 |
7,440.3 |
1.618 |
7,371.8 |
1.000 |
7,329.5 |
0.618 |
7,303.3 |
HIGH |
7,261.0 |
0.618 |
7,234.8 |
0.500 |
7,226.8 |
0.382 |
7,218.7 |
LOW |
7,192.5 |
0.618 |
7,150.2 |
1.000 |
7,124.0 |
1.618 |
7,081.7 |
2.618 |
7,013.2 |
4.250 |
6,901.4 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,226.8 |
7,205.3 |
PP |
7,218.0 |
7,203.7 |
S1 |
7,209.3 |
7,202.1 |
|